Anic Equity¶

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Total return since start: 0.573 %¶

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Equity now: -----------------------------> 48050.49 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46655.59 Kr¶

PnL: ---------------------------------------> -232.98 Kr¶

DD now: ---------------------------------> -1.191 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 16:30:13.976503'

Anic Portfolio¶

This Week¶

Return: 1.075 %¶

Total¶

Return: 57.285 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.730000 2849.000000 213.000000 8.080000 2636.000010
Beijer Electronics Group 26 0.840000 3130.400000 159.400000 5.370000 2971.000006
Corem Property Group B 59 -0.980000 656.080000 79.080000 13.710000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -0.280000 432.800000 77.800000 21.920000 355.000000
Boozt 12 1.270000 1728.000000 74.000000 4.470000 1653.999996
HMS Networks 2 0.170000 720.800000 47.800000 7.100000 673.000000
OEM International B 7 1.510000 564.200000 36.200000 6.860000 527.999997
Eastnine 4 3.160000 521.600000 30.600000 6.230000 491.000000
Intrum 4 2.050000 557.400000 30.400000 5.770000 527.000000
Norva24 Group 16 5.080000 569.600000 26.600000 4.900000 543.000000
FM Mattsson Mora Group B 50 -0.670000 2950.000000 23.000000 0.790000 2927.000000
Coor Service Management Hold. 8 1.100000 552.800000 20.800000 3.910000 532.000000
SAAB B 8 0.000000 3394.400000 17.400000 0.520000 3377.000000
MedCap 2 -0.910000 436.000000 15.000000 3.560000 421.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 576.450000 14.450000 2.570000 562.000005
Samhällsbyggnadsbo. i Norden D 12 0.180000 260.160000 14.160000 5.760000 246.000000
AcadeMedia 12 1.240000 567.600000 10.600000 1.900000 557.000004
Resurs Holding 22 0.570000 581.900000 7.900000 1.380000 573.999998
Securitas B 6 1.220000 576.360000 6.360000 1.120000 570.000000
CTEK 13 3.180000 539.500000 5.500000 1.030000 533.999999
Karnov Group 9 -1.640000 539.100000 3.100000 0.580000 536.000004
Creaspac SPAC 6 0.210000 579.600000 2.600000 0.450000 577.000002
Swedbank A 3 1.180000 565.650000 1.650000 0.290000 564.000000
Essity B 2 -1.450000 571.600000 -2.400000 -0.420000 574.000000
Handelsbanken A 5 -0.280000 542.500000 -3.500000 -0.640000 546.000000
Midsona B 63 -0.760000 578.970000 -4.030000 -0.690000 582.999984
Essity A 4 -2.060000 1142.000000 -7.000000 -0.610000 1149.000000
Nordea Bank Abp 29 -0.250000 3440.560000 -13.440000 -0.390000 3453.999992
International Petroleum Corp. 5 2.850000 558.500000 -36.070000 -6.070000 594.565215
Vivesto 1368 1.910000 569.640000 -43.360000 -7.070000 612.999432
Sampo Oyj SDB 7 -1.020000 3741.500000 -108.500000 -2.820000 3850.000000
Axfood 13 1.300000 3634.800000 -121.200000 -3.230000 3756.000001
OX2 18 0.770000 1525.500000 -138.500000 -8.320000 1663.999992
Ovzon 52 4.420000 3068.000000 -294.000000 -8.740000 3361.999992
Fasadgruppen Group 35 -0.910000 3426.500000 -384.500000 -10.090000 3810.999990
TOTAL 46649.470000 -239.100000 -1.20403% 46888.564618

Updated:¶

'2023-01-18 16:29:31.692159'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶